This a folow-up of this question Independence in Poisson regression when used for rates estimation
I have a set of thousands of observations. Each relates to an individual, and for eachI have the date of entry in the study, the date of exit, the date of death, an indicator for smoking or not, the birth date, the gender (and a few others that don't matter here). I cut the whole interval of time covered from the first entry to the last at each time something happen (someone enters or leaves the study, or a covariate changes). For each interval of time, and for each set of similar age and other covariates, I compute the total exposition, and the number of deaths. And this way I get "pseudo-observations" with a number of deaths, an exposition, and covariates. Then I fit a Poisson tegression (generalised linear model, with exposition as offset).
How to assess the goodness of fit of such a model ? (you may read Jonny Lomond's answer to the previous question)
